+54.3%
PAAS vs FTI
+108.8%
-54.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -2.9% | +5.3% | -8.2% | -4.0% |
| 30D | +6.8% | +15.3% | -8.5% | +3.2% |
| 3M | -2.9% | +15.8% | -18.7% | -6.8% |
| 6M | -16.4% | +22.6% | -39.0% | -22.8% |
| YTD | 0.0% | +79.5% | -79.5% | -16.1% |
| 1Y | +54.3% | +102.0% | -47.7% | +28.2% |
| All | +54.3% | +108.8% | -54.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling